+157.0%
CCJ vs MTSI
+183.3%
-26.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.8% | -6.5% | 0.0% |
| 7D | -7.3% | -10.0% | +2.7% | -4.2% |
| 30D | -20.0% | -37.2% | +17.2% | -5.2% |
| 3M | -23.8% | -30.1% | +6.2% | -14.7% |
| 6M | -42.4% | -31.9% | -10.5% | -36.7% |
| YTD | -22.1% | +23.2% | -45.2% | -35.0% |
| 1Y | -20.8% | +26.4% | -47.2% | -34.7% |
| 3Y | +75.7% | +186.2% | -110.4% | -5.3% |
| All | +157.0% | +183.3% | -26.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling